+11.4%
MTUM vs AVAV
-62.9%
+74.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.8% | -1.7% |
| 7D | +6.6% | +4.2% | +2.4% | +6.1% |
| 30D | -10.8% | -2.6% | -8.3% | -10.7% |
| 3M | -13.8% | -38.0% | +24.2% | -10.7% |
| 6M | -10.7% | -27.0% | +16.3% | -9.3% |
| YTD | +9.1% | -51.4% | +60.5% | +12.9% |
| 1Y | +11.4% | -60.2% | +71.6% | +16.8% |
| All | +11.4% | -62.9% | +74.3% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling